In a large bowl, combine the flour, sugar, anise seeds, baking powder, baking soda and salt.
In a small bowl, whisk together the egg, orange rind, lemon rind and lemon juice.
Add to the dry ingredients and mix well.
Stir in the cherries.
Coat an 11" X 7" or a 9" X 9" baking pan with no-stick spray.
Press the dough into the prepared pan.
Bake at 350° for 25 minutes, or until firm.
Immediately cut into 30 fingers.
Cool before serving.